The paper presents a filtering algorithm which corrects the results of
measurements of certain physical quantities if any additional informa
tion about the measured values is known. The algorithm is very effecti
ve in one-dimensional as well as in two-dimensional problems where add
itional constraints are presented in the form of differential equation
s. For example, this technique can be used to correct the measurements
of certain dynamic quantities if some information about motion of exa
mined bodies is known. It can also be used to correct the strain field
measurements if the conditions of continuity of strain field are incl
uded.